Minimum [Phi]-divergence estimator in logistic regression models

Minimum [Phi]-divergence estimator in logistic regression models

A general class of minimum distance estimators for logistic regression models based on the [varphi]-divergence measures is introduced: The minimum [varphi]-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Vol. 47; no. 1; p. 91
Main Authors: Pardo, Julio Angel, Pardo, Leandro, María del Carmen Pardo
Format: Journal Article
Language:English
Published: Heidelberg Springer Nature B.V 01-01-2006
Subjects:
Asymptotic methods
Estimating techniques
Monte Carlo simulation
Probability
Random variables
Regression analysis
Studies
Online Access:Get full text
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Summary:A general class of minimum distance estimators for logistic regression models based on the [varphi]-divergence measures is introduced: The minimum [varphi]-divergence estimator, which is seen to be a generalization of the maximum likelihood estimator. Its asymptotic properties are studied as well as its behaviour in small samples throught a simulation study. [PUBLICATION ABSTRACT]
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-005-0274-7